+45.1%
BMY vs ES
+17.8%
+27.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -3.3% | +1.4% | -4.7% | -3.7% |
| 30D | 0.0% | -1.2% | +1.1% | +0.2% |
| 3M | +17.7% | +5.0% | +12.7% | +16.3% |
| 6M | +9.6% | -2.8% | +12.5% | +9.5% |
| YTD | +24.0% | +8.6% | +15.4% | +22.7% |
| 1Y | +45.1% | +18.9% | +26.2% | +43.3% |
| All | +45.1% | +17.8% | +27.3% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling